The extended step family of the former Gold Coast woman linked to the Las Vegas gunman has called out internet trolls who have made death threats since the shooting massacre on Sunday.

Marilou Danley, 62, lived alongside the now dead Stephen Paddock, but was visiting the Philippines when Paddock opened fire on a crowd of thousands at a Las Vegas music festival late on Sunday evening, local time.

"He sent her away so that he can plan what he is planning without interruptions," the sister, who didn't identify herself, said. "He has done this solely himself."

In the immediate aftermath, Ms Danley's image was broadcast around the world, when Las Vegas police identified her as a "person of interest".

She was later cleared of any involvement but on Wednesday police still described her as a "person of interest" who they had many questions for.

She flew into Los Angeles on Wednesday afternoon and was met by FBI agents.

Sources at Manila's international airport confirmed on Wednesday that Ms Danley had commenced travel back to the US, having first arrived in the Philippines in September.

The children of her former husband of 22 years, Nevada man Geary Danley, spoke out in response to the gun massacre.

"Our family and all our extended family have been getting death threats and ... without seeking the truth, [people] have jumped to the conclusion that somehow our father was involved," Mr Danley's daughter Dionne Waltrip said.

"My father and Marilou have been separated since April 2013 and divorced since 2014. Our family does not know Mr Paddock and has no relation with Mr Paddock."

Referring to her "ex-stepmum", Ms Waltrip described Ms Danley as "a good and gentle person" and called out social media for spinning the situation "out of control".

"I reiterate, he has no knowledge of Mr Paddock, nor any knowledge of why Mr Paddock would do such a horrible, horrible thing...This is a horrific event and our hearts and prayers go out to everyone impacted."

Her sister, Diedre Peircy, said the aftermath of the shooting had been particularly difficult for Ms Danley's daughter.

"There have been death threats for her, her husband and her child," she said.

"The people are hurting and they want to lash out and they are lashing out at the wrong people."

According to News Corp reports, Ms Danley last travelled to Queensland in 2012, visiting her mother in hospital.

She is believed to have become an Australian citizen while living on the Gold Coast for several years with her former husband, an Australian man.

In the early 1990s, Ms Danley reportedly moved to the US, where she remarried Mr Danley. The two remained together for more than 22 years, living in Reno, Nevada.

Since Sunday multiple rumours have surfaced as to the whereabouts of Ms Danley.

On Tuesday, Foreign Affairs Minister Julie Bishop said US authorities had contacted Australian officials after the shooting to try to track down Ms Danley, as her name had been linked to the massacre after Paddock used her identification at a hotel check-in.

She said it was understood Ms Danley was in the Philippines.

Philippine Department of Foreign Affairs spokesman Robespierre Bolivar previously expressed doubt that Ms Danley was in the Philippines, saying there was also "no official confirmation yet on her nationality, original or acquired".

More conflicting rumours circulated on Tuesday, when Las Vegas Metropolitan Police Sheriff Joseph Lombardo said Ms Danley was in Tokyo at the time of the shooting, and that she would be interviewed upon her return.

In recent years Ms Danley lived with Paddock in a retirement village, just outside Las Vegas in Mesquite, Nevada.

Neighbours at the village have described the pair as private, known to depart for days at a time to attend casinos and concerts.

Her most recent employment listing on her LinkedIn profile was as a "high-limit hostess" at the Atlantis Casino Resort Spa between 2010 and 2013.